The original Jaguars used a specific lettering system for their engines. The powerplants used in the C-, D-, and E-types were all generations of the original XK engine.
The first XJ6 (built in the 70's) was a NEW powerplant, so it was given the moniker "XJ" to show it was a different series than the XK.
Afterwards, Jaguar usually names cars after either the engine size in liters (as in the XJ40) or the body style. They ceased naming cars after the engine series.
For example, the inline-six powerplant in the 95-97 XJ6 is named the "AJ6", and the body style is X300. The V8 engine used in the 97-2002 cars is the "AJ-V8," and the body style is X308. Etc, etc.
The new XK uses the current series AJ-V8 engine. It is named to evoke the sporting image of the old E-types, not for its engine or body style.
As someone's said, the "R" indicates the supercharged engine and tuned suspension, an "L" indicates long wheelbase body, and "Vanden Plas" indicates the long wheelbase body and higher-end trim. The "Super V8" is the Vanden Plas body with the supercharged engine.
Here's an informative Wikipedia article:
http://en.wikipedia.org/wiki/Jaguar_Cars